Within-class Scatter Matrix
Date
Within-class scatter matrixIt is used to represent the distribution of sample points around the mean, and its definition is as follows:
Suppose there are categories,
,
class sample set
,
The divergence matrix of the class is defined as:
Among them, is the covariance matrix of the class
.
The total intra-class scatter matrix is:
Then: trace is the average measure of feature variance of all classes.
Regarding the results of feature selection and extraction, the smaller the product of the within-class scatter matrix, the better.
Related words: between-class scatter matrix
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